I've been running 2x3-500Z exactly that way since 1997. It works.
Thats 100W PEP which will easly draw 800ma on voice peaks. If I drive the LK-500 at 30-35W the tubes really glow plus they are into splatter mode. And thats with only 2600V key down.
At 3000V and 400ma of carrier thats 800W doing nothing but helping the anode glow, there isnt much headroom left especially without a forced air chimney cooling system.